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Starting from a simple animal-biology example, a general, somewhat counter-intuitive property of diffusion random walks is presented. It is shown that for any (non-homogeneous) purely diffusing system, under any isotropic uniform incidence,…

Statistical Mechanics · Physics 2019-02-20 Stephane Blanco , Fournier Richard

The invariance property of the mean path length is an astonishing law of Nature governing the motion of particles inside a disordered material. Whatever the strength of the disorder, the property states that the mean path length is…

Statistical Mechanics · Physics 2019-10-25 Federico Tommasi , Fabrizio Martelli , Lorenzo Fini , Stefano Cavalieri

A fundamental insight in the theory of diffusive random walks is that the mean length of trajectories traversing a finite open system is independent of the details of the diffusion process. Instead, the mean trajectory length depends only…

Motion in bounded domains is a fundamental concept in various fields, including billiard dynamics and random walks on finite lattices, with important applications in physics, ecology and biology. An important universal property related to…

Statistical Mechanics · Physics 2024-09-27 Dario Javier Zamora , Roberto Artuso

There are many classical random walk in random environment results that apply to ergodic random planar environments. We extend some of these results to random environments in which the length scale varies from place to place, so that the…

Probability · Mathematics 2021-06-11 Ewain Gwynne , Jason Miller , Scott Sheffield

We are concerned with random walks on $\mathbb{Z}^d$, $d\geq 3$, in an i.i.d. random environment with transition probabilities $\epsilon$-close to those of simple random walk. We assume that the environment is balanced in one fixed…

Probability · Mathematics 2016-12-28 Erich Baur

Diffusive random walks feature the surprising property that the average length of all possible random trajectories that enter and exit a finite domain is determined solely by the domain boundary. Changes in the diffusion constant or the…

Soft Condensed Matter · Physics 2021-04-30 Matthieu Davy , Matthias Kühmayer , Sylvain Gigan , Stefan Rotter

We uncover universal statistical properties of the trajectories of heavy inertial particles in three-dimensional, statistically steady, homogeneous, and isotropic turbulent flows by extensive direct numerical simulations. We show that the…

Fluid Dynamics · Physics 2014-12-09 Akshay Bhatnagar , Anupam Gupta , Dhrubaditya Mitra , Prasad Perlekar , Rahul Pandit

Characterizing the occupation statistics of a radiation flow through confined geometries is key to such technological issues as nuclear reactor design and medical diagnosis. This amounts to assessing the distribution of the travelled length…

Statistical Mechanics · Physics 2014-09-03 Clélia de Mulatier , Alain Mazzolo , Andrea Zoia

We consider a ballistic random walk in an i.i.d. random environment that does not allow retreating in a certain fixed direction. We prove an invariance principle (functional central limit theorem) under almost every fixed environment. The…

Probability · Mathematics 2016-08-14 Firas Rassoul-Agha , Timo Seppäläinen

We prove an invariance principle for a class of zero-drift spatially non-homogeneous random walks in $\mathbb{R}^d$, which may be recurrent in any dimension. The limit $\mathcal{X}$ is an elliptic martingale diffusion, which may be…

Probability · Mathematics 2019-05-21 Nicholas Georgiou , Aleksandar Mijatović , Andrew R. Wade

We consider a random walk on a random graph $(V,E)$, where $V$ is the set of open sites under i.i.d. Bernoulli site percolation on the multi-dimensional integer set $\mathbf{Z}^d$, and the transition probabilities of the walk are generated…

Probability · Mathematics 2016-05-18 Zhang Zhongyang , Zhang Li-Xin

We examine isotropic and anisotropic random walks which begin on the surface of linear ($N$), square ($N \times N$), or cubic ($N \times N \times N$) lattices and end upon encountering the surface again. The mean length of walks is equal to…

Statistical Mechanics · Physics 2019-11-27 Prabodh Shukla , Diana Thongjaomayum

Motile cells often explore natural environments characterized by a high degree of structural complexity. Moreover cell motility is also intrinsically noisy due to spontaneous random reorientation and speed fluctuations. This interplay of…

A remarkable result from integral geometry is Cauchy's formula, which relates the mean path length of ballistic trajectories randomly crossing a convex 2D domain, to the ratio between the region area and its perimeter. This theorem has been…

Mathematical Physics · Physics 2022-01-19 Samuel Hidalgo-Caballero , Alvaro Cassinelli , Matthieu Labousse , Emmanuel Fort

We consider a discrete time random walk in a space-time i.i.d. random environment. We use a martingale approach to show that the walk is diffusive in almost every fixed environment. We improve on existing results by proving an invariance…

Probability · Mathematics 2007-05-23 F. Rassoul-Agha , T. Seppalainen

Despite a long history and a clear overall understanding of properties of random walks on an incipient infinite cluster in percolation, some important information on it seems to be missing in the literature. In the present work, we revisit…

Statistical Mechanics · Physics 2022-08-24 Adrian Pacheco-Pozo , Igor M. Sokolov

Let a simple random walk run inside a torus of dimension three or higher for a number of steps which is a constant proportion of the volume. We examine geometric properties of the range, the random subgraph induced by the set of vertices…

Probability · Mathematics 2014-08-06 Eviatar B. Procaccia , Eric Shellef

We study a one-dimensional random walk among random conductances, with unbounded jumps. Assuming the ergodicity of the collection of conductances and a few other technical conditions (uniform ellipticity and polynomial bounds on the tails…

Probability · Mathematics 2012-10-08 Christophe Gallesco , Serguei Popov

We consider simple random walk on the incipient infinite cluster for the spread-out model of oriented percolation on $Z^d \times Z_+$. In dimensions $d>6$, we obtain bounds on exit times, transition probabilities, and the range of the…

Probability · Mathematics 2007-09-01 Martin T. Barlow , Antal A. Jarai , Takashi Kumagai , Gordon Slade
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